Man pages for xdcclarge
Estimating a (c)DCC-GARCH Model in Large Dimensions

cdcc_correlationsThis function get the correlation matrix (Rt) of estimated...
cdcc_estimationThis function estimates the parameters(alpha,beta) and...
cdcc_gradientThis functions calculates numerical gradient of...
cdcc_loglikelihoodThis function calculates log-likelihood of cDCC-GARCH model.
cdcc_optimThis function optimizes log-likelihood of cDCC-GARCH model.
dcc_correlationsThis function get the correlation matrix (Rt) of estimated...
dcc_estimationThis function estimates the parameters(alpha,beta) and...
dcc_gradientThis functions calculates numerical gradient of...
dcc_loglikelihoodThis function calculates log-likelihood of DCC-GARCH model.
dcc_optimThis function optimizes log-likelihood of DCC-GARCH model.
us_stocksthe closing price data of us stocks in SP500 index from...
xdcclargePackage
xdcclarge documentation built on July 13, 2018, 1:04 a.m.